+43.3%
IR vs NSC
+46.6%
-3.3%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.5% | -1.2% | -1.4% |
| 7D | +0.6% | -1.5% | +2.1% | +1.5% |
| 30D | -13.6% | -1.9% | -11.7% | -12.7% |
| 3M | +3.7% | +6.2% | -2.5% | 0.0% |
| 6M | -13.1% | +9.2% | -22.2% | -17.7% |
| YTD | -5.1% | +15.0% | -20.1% | -12.7% |
| 1Y | -6.5% | +21.1% | -27.5% | -16.4% |
| 3Y | +8.5% | +78.6% | -70.1% | -24.3% |
| 5Y | +43.3% | +45.9% | -2.6% | +8.8% |
| All | +43.3% | +46.6% | -3.3% | +8.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NSC.
Daily Out/Under-Performance
Portfolio return minus NSC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NSC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded NSC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling